Martingale Methods in Financial ModellingMarek Musiela Marek Rutkowski



Stochastic Mechanics
Random Media
Signal Processing
and Image Synthesis
Mathematical Economics and Finance
Stochastic Optimization
Stochastic Control
Stochastic Models in Life Sciences
Stochastic Modelling
and Applied Probability
(Formerly:
Applications of Mathematics)
36
Edited by B. Rozovski˘ı
G. Grimmett
Advisory Board D. Dawson
D. Geman
I. Karatzas
F. Kelly
Y. Le Jan
B. Øksendal
G. Papanicolaou
E. Pardoux


Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Eckhard Platen
Nicola Bruti-Liberati (1975–2007)
School of Finance and Economics
Department of Mathematical Sciences
University of Technology, Sydney
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Geoffrey Grimmett
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